+2,125.7%
MRVL vs CBRE
+2,234.5%
-108.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.2% |
| 7D | +3.2% | -2.0% | +5.2% | +3.8% |
| 30D | +5.9% | -2.2% | +8.1% | +6.5% |
| 3M | -29.3% | +12.9% | -42.2% | -32.7% |
| 6M | +186.5% | +4.3% | +182.2% | +178.8% |
| YTD | +163.4% | -8.0% | +171.5% | +165.0% |
| 1Y | +249.5% | -8.6% | +258.1% | +251.0% |
| 3Y | +289.4% | +71.9% | +217.5% | +224.1% |
| 5Y | +270.2% | +50.0% | +220.2% | +224.9% |
| 10Y | +1,748.8% | +390.1% | +1,358.8% | +1,045.2% |
| All | +2,125.7% | +2,234.5% | -108.7% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling